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IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1997 | 0 | 0.27 | 0.03 | 0 | 37 | 37 | 33 | 1 | 1 | 0 | 0 | 0 | 1 | 0.03 | 0.15 | |||
1998 | 0.05 | 0.32 | 0.04 | 0.05 | 46 | 83 | 38 | 3 | 4 | 37 | 2 | 37 | 2 | 0 | 1 | 0.02 | 0.18 | |
1999 | 0.06 | 0.39 | 0.1 | 0.06 | 30 | 113 | 80 | 8 | 15 | 83 | 5 | 83 | 5 | 1 | 12.5 | 2 | 0.07 | 0.26 |
2000 | 0.08 | 0.54 | 0.14 | 0.08 | 32 | 145 | 85 | 16 | 35 | 76 | 6 | 113 | 9 | 10 | 62.5 | 5 | 0.16 | 0.25 |
2001 | 0.26 | 0.49 | 0.15 | 0.13 | 44 | 189 | 166 | 26 | 64 | 62 | 16 | 145 | 19 | 16 | 61.5 | 7 | 0.16 | 0.28 |
2002 | 0.28 | 0.54 | 0.19 | 0.16 | 45 | 234 | 82 | 43 | 109 | 76 | 21 | 189 | 31 | 18 | 41.9 | 7 | 0.16 | 0.31 |
2003 | 0.22 | 0.53 | 0.21 | 0.18 | 67 | 301 | 270 | 58 | 171 | 89 | 20 | 197 | 35 | 22 | 37.9 | 11 | 0.16 | 0.3 |
2004 | 0.33 | 0.6 | 0.21 | 0.29 | 57 | 358 | 146 | 72 | 246 | 112 | 37 | 218 | 63 | 11 | 15.3 | 5 | 0.09 | 0.36 |
2005 | 0.41 | 0.6 | 0.24 | 0.28 | 80 | 438 | 413 | 107 | 353 | 124 | 51 | 245 | 68 | 22 | 20.6 | 18 | 0.23 | 0.36 |
2006 | 0.36 | 0.59 | 0.2 | 0.25 | 67 | 505 | 277 | 102 | 455 | 137 | 49 | 293 | 74 | 16 | 15.7 | 11 | 0.16 | 0.34 |
2007 | 0.42 | 0.52 | 0.26 | 0.3 | 76 | 581 | 236 | 146 | 604 | 147 | 62 | 316 | 96 | 32 | 21.9 | 14 | 0.18 | 0.29 |
2008 | 0.26 | 0.59 | 0.23 | 0.32 | 70 | 651 | 133 | 149 | 753 | 143 | 37 | 347 | 110 | 26 | 17.4 | 7 | 0.1 | 0.29 |
2009 | 0.22 | 0.58 | 0.29 | 0.21 | 98 | 749 | 509 | 216 | 973 | 146 | 32 | 350 | 75 | 55 | 25.5 | 95 | 0.97 | 0.33 |
2010 | 0.6 | 0.52 | 0.36 | 0.39 | 76 | 825 | 442 | 299 | 1274 | 168 | 100 | 391 | 154 | 85 | 28.4 | 38 | 0.5 | 0.3 |
2011 | 0.46 | 0.62 | 0.26 | 0.29 | 49 | 874 | 115 | 227 | 1503 | 174 | 80 | 387 | 114 | 26 | 11.5 | 9 | 0.18 | 0.37 |
2012 | 0.61 | 0.68 | 0.36 | 0.47 | 41 | 915 | 88 | 331 | 1834 | 125 | 76 | 369 | 172 | 33 | 10 | 12 | 0.29 | 0.36 |
2013 | 0.39 | 0.66 | 0.31 | 0.41 | 40 | 955 | 107 | 295 | 2129 | 90 | 35 | 334 | 136 | 34 | 11.5 | 15 | 0.38 | 0.35 |
2014 | 0.47 | 0.67 | 0.27 | 0.4 | 39 | 994 | 99 | 273 | 2402 | 81 | 38 | 304 | 121 | 15 | 5.5 | 11 | 0.28 | 0.34 |
2015 | 0.52 | 0.65 | 0.26 | 0.39 | 48 | 1042 | 125 | 275 | 2677 | 79 | 41 | 245 | 95 | 43 | 15.6 | 19 | 0.4 | 0.36 |
2016 | 0.38 | 0.64 | 0.19 | 0.23 | 38 | 1080 | 53 | 202 | 2879 | 87 | 33 | 217 | 49 | 18 | 8.9 | 5 | 0.13 | 0.34 |
2017 | 0.43 | 0.62 | 0.17 | 0.25 | 45 | 1125 | 56 | 195 | 3074 | 86 | 37 | 206 | 52 | 26 | 13.3 | 13 | 0.29 | 0.35 |
2018 | 0.23 | 0.61 | 0.15 | 0.22 | 26 | 1151 | 59 | 175 | 3250 | 83 | 19 | 210 | 47 | 12 | 6.9 | 1 | 0.04 | 0.34 |
2019 | 0.41 | 0.62 | 0.18 | 0.28 | 29 | 1180 | 60 | 214 | 3464 | 71 | 29 | 196 | 55 | 29 | 13.6 | 14 | 0.48 | 0.36 |
2020 | 0.38 | 0.7 | 0.12 | 0.23 | 22 | 1202 | 55 | 138 | 3603 | 55 | 21 | 186 | 43 | 13 | 9.4 | 8 | 0.36 | 0.74 |
2021 | 0.47 | 0.95 | 0.15 | 0.31 | 24 | 1226 | 14 | 179 | 3782 | 51 | 24 | 160 | 49 | 23 | 12.8 | 4 | 0.17 | 0.39 |
2022 | 0.57 | 0.69 | 0.12 | 0.32 | 26 | 1252 | 20 | 153 | 3935 | 46 | 26 | 146 | 46 | 18 | 11.8 | 4 | 0.15 | 0.22 |
2023 | 0.18 | 0.59 | 0.07 | 0.17 | 13 | 1265 | 3 | 85 | 4020 | 50 | 9 | 127 | 22 | 4 | 4.7 | 1 | 0.08 | 0.18 |
IF: | Two years Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for all series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Five years Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
SC: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | Year | Title | Cited |
---|---|---|---|
1 | 2010 | Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf718. Full description at Econpapers || Download paper | 83 |
2 | 2010 | Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CIRJE F-Series. RePEc:tky:fseres:2010cf705. Full description at Econpapers || Download paper | 74 |
3 | 2009 | Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). McAleer, Michael ; Caporin, Massimiliano. In: CIRJE F-Series. RePEc:tky:fseres:2009cf638. Full description at Econpapers || Download paper | 61 |
4 | 2005 | Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro. In: CIRJE F-Series. RePEc:tky:fseres:2005cf335. Full description at Econpapers || Download paper | 60 |
5 | 2009 | A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CIRJE F-Series. RePEc:tky:fseres:2009cf644. Full description at Econpapers || Download paper | 51 |
6 | 2009 | Computation in an Asymptotic Expansion Method. (2009). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2009cf621. Full description at Econpapers || Download paper | 49 |
7 | 2009 | The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CIRJE F-Series. RePEc:tky:fseres:2009cf652. Full description at Econpapers || Download paper | 49 |
8 | 2005 | The Effects of the Bank of Japans Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach. (2005). Ueda, Kazuo ; Oda, Nobuyuki. In: CIRJE F-Series. RePEc:tky:fseres:2005cf336. Full description at Econpapers || Download paper | 44 |
9 | 2006 | Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through. (2006). Ito, Takatoshi ; Sato, Kiyotaka . In: CIRJE F-Series. RePEc:tky:fseres:2006cf406. Full description at Econpapers || Download paper | 43 |
10 | 2018 | Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1078. Full description at Econpapers || Download paper | 41 |
11 | 2006 | Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405. Full description at Econpapers || Download paper | 41 |
12 | 2009 | Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699. Full description at Econpapers || Download paper | 40 |
13 | Indirect Network Effects and the Product Cycle: Video Games in the U.S., 1994-2002. (2004). Ohashi, Hiroshi ; Clements, Matthew T.. In: CIRJE F-Series. RePEc:tky:fseres:2004cf261. Full description at Econpapers || Download paper | 34 | |
14 | 2009 | Cyclical Informality and Unemployment. (2009). Esteban-Pretel, Julen ; Bosch, Mariano. In: CIRJE F-Series. RePEc:tky:fseres:2009cf613. Full description at Econpapers || Download paper | 33 |
15 | 2010 | Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CIRJE F-Series. RePEc:tky:fseres:2010cf713. Full description at Econpapers || Download paper | 33 |
16 | 2003 | Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence. (2003). McAleer, Michael ; Ling, Shiqing. In: CIRJE F-Series. RePEc:tky:fseres:2003cf207. Full description at Econpapers || Download paper | 31 |
17 | 2014 | Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience. (2014). Sugawara, Shinya ; Nakamura, Jiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924. Full description at Econpapers || Download paper | 31 |
18 | 2007 | Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523. Full description at Econpapers || Download paper | 31 |
19 | 2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf706. Full description at Econpapers || Download paper | 31 |
20 | 2010 | IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf732. Full description at Econpapers || Download paper | 30 |
21 | 2009 | Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690. Full description at Econpapers || Download paper | 30 |
22 | 2018 | Bitcoin Technical Trading with Articial Neural Network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1090. Full description at Econpapers || Download paper | 29 |
23 | 2001 | A New Composite Index of Coincident Economic Indicators in Japan: How can we improve the forecast performance? . (2001). Fukuda, Shin-ichi ; Onodera, Takashi . In: CIRJE F-Series. RePEc:tky:fseres:2001cf101. Full description at Econpapers || Download paper | 29 |
24 | 2013 | The Response of Asset Prices to Monetary Policy under Abenomics. (2013). Ueda, Kazuo. In: CIRJE F-Series. RePEc:tky:fseres:2013cf894. Full description at Econpapers || Download paper | 29 |
25 | 2010 | Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf752. Full description at Econpapers || Download paper | 29 |
26 | 2015 | Abenomics: Why Was It So Successful in Changing Market Expectations?. (2015). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2015cf969. Full description at Econpapers || Download paper | 28 |
27 | 2007 | The Divorce of Ownership from Control from 1900: Re-calibrating Imagined Global Historical Trends. (2007). Hannah, Leslie. In: CIRJE F-Series. RePEc:tky:fseres:2007cf460. Full description at Econpapers || Download paper | 28 |
28 | 2005 | Measuring the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry. (2005). Yokoyama, Kazuki ; SAWADA, MICHIRU ; okazaki, tetsuji. In: CIRJE F-Series. RePEc:tky:fseres:2005cf355. Full description at Econpapers || Download paper | 27 |
29 | 2001 | Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Nakagawa, Naruhisa. In: CIRJE F-Series. RePEc:tky:fseres:2001cf140. Full description at Econpapers || Download paper | 27 |
30 | 2006 | Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System. (2006). Ito, Takatoshi ; Hashimoto, Yuko . In: CIRJE F-Series. RePEc:tky:fseres:2006cf407. Full description at Econpapers || Download paper | 26 |
31 | 1999 | Causes of the Long Stagnation of Japan during the 1990 fs: Financial or Real?. (1999). MOTONISHI, Taizo ; Yoshikawa, Hiroshi . In: CIRJE F-Series. RePEc:tky:fseres:99cf56. Full description at Econpapers || Download paper | 26 |
32 | 2003 | The Japanese Banking Crisis and Economic Growth: Theoretical and Empirical Implications of Deposit Guarantees and Weak Financial Regulation. (2003). Kletzer, Kenneth ; Dekle, Robert. In: CIRJE F-Series. RePEc:tky:fseres:2003cf225. Full description at Econpapers || Download paper | 26 |
33 | 2008 | On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf542. Full description at Econpapers || Download paper | 26 |
34 | Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf639. Full description at Econpapers || Download paper | 25 | |
35 | 2001 | Modularization in the Auto Industry: Interlinked Multiple Hierarchies of Product, Production, and Supplier Systems. (2001). Takeishi, Akira ; Fujimoto, Takahiro . In: CIRJE F-Series. RePEc:tky:fseres:2001cf107. Full description at Econpapers || Download paper | 25 |
36 | 2005 | The Bank of Japans Struggle with the Zero Lower Bound on Nominal Interest Rates: Exercises in Expectations Management. (2005). Ueda, Kazuo. In: CIRJE F-Series. RePEc:tky:fseres:2005cf375. Full description at Econpapers || Download paper | 25 |
37 | 2005 | Short-run and Long-run Effects of Corruption on Economic Growth: Evidence from State-Level Cross-Section Data for the United States. (2005). Horiuchi, Yusaku ; AKAI, NOBUO ; Sakata, Masayo. In: CIRJE F-Series. RePEc:tky:fseres:2005cf348. Full description at Econpapers || Download paper | 24 |
38 | 2010 | Choice of Collateral Currency. (2010). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf778. Full description at Econpapers || Download paper | 24 |
39 | 2005 | The 2005 Lawrence R. Klein Lecture: Emergent Class Structure. (2005). Matsuyama, Kiminori. In: CIRJE F-Series. RePEc:tky:fseres:2005cf383. Full description at Econpapers || Download paper | 24 |
40 | 2012 | Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2012cf840. Full description at Econpapers || Download paper | 24 |
41 | 2009 | A Note on Construction of Multiple Swap Curves with and without Collateral. (2009). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2009cf630. Full description at Econpapers || Download paper | 23 |
42 | 2014 | Tests for Covariance Matrices in High Dimension with Less Sample Size. (2014). Srivastava, Muni S ; Kubokawa, Tatsuya ; Yanagihara, Hirokazu . In: CIRJE F-Series. RePEc:tky:fseres:2014cf933. Full description at Econpapers || Download paper | 23 |
43 | 2015 | Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2015cf993. Full description at Econpapers || Download paper | 23 |
44 | 2015 | An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976. Full description at Econpapers || Download paper | 22 |
45 | 2006 | Empirical Likelihood Methods in Econometrics: Theory and Practice. (2006). Kitamura, Yuichi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf430. Full description at Econpapers || Download paper | 21 |
46 | 2009 | A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies. (2009). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2009cf698. Full description at Econpapers || Download paper | 21 |
47 | 2015 | Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahshi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2015cf954. Full description at Econpapers || Download paper | 21 |
48 | 2017 | Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Muhammad Soichiro . In: CIRJE F-Series. RePEc:tky:fseres:2017cf1038. Full description at Econpapers || Download paper | 20 |
49 | 2017 | Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1037. Full description at Econpapers || Download paper | 20 |
50 | 2010 | Asymmetric and Imperfect Collateralization, Derivative Pricing, and CVA. (2010). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf781. Full description at Econpapers || Download paper | 20 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2018 | Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1078. Full description at Econpapers || Download paper | 17 |
2 | 2002 | Innovation and Growth: A Schumpeterian Model of Innovation. (2002). Khan, Haider. In: CIRJE F-Series. RePEc:tky:fseres:2002cf150. Full description at Econpapers || Download paper | 11 |
3 | 2010 | Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf718. Full description at Econpapers || Download paper | 10 |
4 | 2020 | Interest Rate Model With Investor Attitude and Text Mining. (2020). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1152. Full description at Econpapers || Download paper | 10 |
5 | 2014 | Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience. (2014). Sugawara, Shinya ; Nakamura, Jiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924. Full description at Econpapers || Download paper | 9 |
6 | 2020 | Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1146. Full description at Econpapers || Download paper | 9 |
7 | 2005 | Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro. In: CIRJE F-Series. RePEc:tky:fseres:2005cf335. Full description at Econpapers || Download paper | 8 |
8 | 2009 | Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699. Full description at Econpapers || Download paper | 7 |
9 | 2009 | Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690. Full description at Econpapers || Download paper | 7 |
10 | 2017 | Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1037. Full description at Econpapers || Download paper | 6 |
11 | 2017 | Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (0000). Nakano, Masafumi ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1037. Full description at Econpapers || Download paper | 6 |
12 | 2018 | Bitcoin Technical Trading with Articial Neural Network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1090. Full description at Econpapers || Download paper | 6 |
13 | 2019 | Stochastic Differential Game in High Frequency Market. (2019). Takahashi, Akihiko ; Saito, Taiga. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1114. Full description at Econpapers || Download paper | 5 |
14 | 2012 | A Characterization of the Plurality Rule. (2012). Sekiguchi, Yohei . In: CIRJE F-Series. RePEc:tky:fseres:2012cf833. Full description at Econpapers || Download paper | 5 |
15 | 2015 | Abenomics: Why Was It So Successful in Changing Market Expectations?. (2015). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2015cf969. Full description at Econpapers || Download paper | 5 |
16 | 2022 | A Technology-Gap Model of Premature Deindustrialization. (2022). Matsuyama, Kiminori ; Fujiwara, Ippei. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1190. Full description at Econpapers || Download paper | 5 |
17 | 2019 | Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2019). Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1133. Full description at Econpapers || Download paper | 4 |
18 | 2003 | Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence. (2003). McAleer, Michael ; Ling, Shiqing. In: CIRJE F-Series. RePEc:tky:fseres:2003cf207. Full description at Econpapers || Download paper | 4 |
19 | 2022 | Equilibrium Pricing of Securities in the Co-presence of Cooperative and Non-cooperative Populations. (2022). Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1201. Full description at Econpapers || Download paper | 4 |
20 | 2009 | Self-organizing Marketplaces. (2009). Tabuchi, Takatoshi. In: CIRJE F-Series. RePEc:tky:fseres:2009cf607. Full description at Econpapers || Download paper | 4 |
21 | 2022 | A State Space Modeling for Proactive Management in Equity Investment. (2022). Takahashi, Soichiro. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1197. Full description at Econpapers || Download paper | 3 |
22 | 2019 | Inflation Target and Anchor of Inflation Forecasts in Japan. (2019). Soma, Naoto ; Fukuda, Shin-Ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2019cf1108. Full description at Econpapers || Download paper | 3 |
23 | 2014 | Tests for Covariance Matrices in High Dimension with Less Sample Size. (2014). Srivastava, Muni S ; Kubokawa, Tatsuya ; Yanagihara, Hirokazu . In: CIRJE F-Series. RePEc:tky:fseres:2014cf933. Full description at Econpapers || Download paper | 3 |
24 | 2020 | A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition . (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1144. Full description at Econpapers || Download paper | 3 |
25 | 2015 | The Influence Function of Semiparametric Estimators. (2015). Ichimura, Hidehiko ; Newey, Whitney K. In: CIRJE F-Series. RePEc:tky:fseres:2015cf985. Full description at Econpapers || Download paper | 3 |
26 | 1999 | Causes of the Long Stagnation of Japan during the 1990 fs: Financial or Real?. (1999). MOTONISHI, Taizo ; Yoshikawa, Hiroshi . In: CIRJE F-Series. RePEc:tky:fseres:99cf56. Full description at Econpapers || Download paper | 3 |
27 | 2022 | Multi-agent Robust Optimal Investment Problem in Incomplete Market. (2022). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1198. Full description at Econpapers || Download paper | 3 |
28 | 2010 | Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CIRJE F-Series. RePEc:tky:fseres:2010cf705. Full description at Econpapers || Download paper | 3 |
29 | 2021 | Intergenerational Assimilation of Minorities: The Role of the Majority Group. (2021). Zenou, Yves ; Sato, Yasuhiro ; Itoh, Ryo. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1181. Full description at Econpapers || Download paper | 3 |
30 | 2023 | Mean-field Equilibrium Price Formation with Exponential Utility. (2023). Sekine, Masashi ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1210. Full description at Econpapers || Download paper | 3 |
31 | 2017 | Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Takahashi, Masayuki ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1069. Full description at Econpapers || Download paper | 3 |
32 | 2015 | An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976. Full description at Econpapers || Download paper | 3 |
33 | 2017 | Robust Technical Trading with Fuzzy Knowledge-based Systems. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1053. Full description at Econpapers || Download paper | 3 |
34 | 2013 | An Asymptotic Expansion Formula for Up-and-Out Barrier Option Price under Stochastic Volatility Model. (2013). Takahashi, Akihiko ; Yamada, Toshihiro ; Kato, Takashi. In: CIRJE F-Series. RePEc:tky:fseres:2013cf873. Full description at Econpapers || Download paper | 3 |
35 | 2006 | Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System. (2006). Ito, Takatoshi ; Hashimoto, Yuko . In: CIRJE F-Series. RePEc:tky:fseres:2006cf407. Full description at Econpapers || Download paper | 3 |
36 | 2015 | Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2015cf993. Full description at Econpapers || Download paper | 3 |
37 | 2001 | Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Nakagawa, Naruhisa. In: CIRJE F-Series. RePEc:tky:fseres:2001cf140. Full description at Econpapers || Download paper | 3 |
38 | 2017 | Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Muhammad Soichiro . In: CIRJE F-Series. RePEc:tky:fseres:2017cf1038. Full description at Econpapers || Download paper | 3 |
39 | 2006 | Empirical Likelihood Methods in Econometrics: Theory and Practice. (2006). Kitamura, Yuichi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf430. Full description at Econpapers || Download paper | 2 |
40 | 2000 | Choice of Pension Discount Rate in Financial Accounting adn Stock Prices. (2000). Obinata, Takashi . In: CIRJE F-Series. RePEc:tky:fseres:2000cf82. Full description at Econpapers || Download paper | 2 |
41 | 2020 | Mechanism Design with Blockchain Enforcement. (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1145. Full description at Econpapers || Download paper | 2 |
42 | 2019 | Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1136. Full description at Econpapers || Download paper | 2 |
43 | 2010 | New Unified Computational Algorithm in a High-Order Asymptotic Expansion Scheme. (2010). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2010cf728. Full description at Econpapers || Download paper | 2 |
44 | 2010 | Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf752. Full description at Econpapers || Download paper | 2 |
45 | 2022 | AI, Skill, and Productivity: The Case of Taxi Drivers. (2022). Kanazawa, Kyogo ; Kawaguchi, Daiji ; Shigeoka, Hitoshi ; Watanabe, Yasutora. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1202. Full description at Econpapers || Download paper | 2 |
46 | 2020 | Online Learning During School Closure Due to COVID-19. (2020). Yamaguchi, Shintaro ; Ikeda, Masato. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1157. Full description at Econpapers || Download paper | 2 |
47 | 2011 | Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme. (2011). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2011cf802. Full description at Econpapers || Download paper | 2 |
48 | 2015 | Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: CIRJE F-Series. RePEc:tky:fseres:2015cf990. Full description at Econpapers || Download paper | 2 |
49 | 2007 | Efficient Gibbs Sampler for Bayesian Analysis of a Sample Selection Model. (2007). Omori, Yasuhiro. In: CIRJE F-Series. RePEc:tky:fseres:2007cf481. Full description at Econpapers || Download paper | 2 |
50 | 2017 | The Impacts of Emerging Asia on Global Financial Markets. (2017). Tanaka, Mariko ; Fukuda, Shin-Ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1050. Full description at Econpapers || Download paper | 2 |
Year | Title | |
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2023 | Approximately optimal trade execution strategies under fast mean-reversion. (2023). Thamsten, Yuri ; Evangelista, David. In: Papers. RePEc:arx:papers:2307.07024. Full description at Econpapers || Download paper | |
2023 | Control Variate Method for Deep BSDE Solver Using Weak Approximation. (2023). Tsuchida, Yoshifumi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09374-8. Full description at Econpapers || Download paper | |
2023 | State-dependent effects of the unconventional monetary policy in stock markets. (2023). Shirota, Toyoichiro. In: Japan and the World Economy. RePEc:eee:japwor:v:67:y:2023:i:c:s0922142523000348. Full description at Econpapers || Download paper | |
2023 | Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation. (2023). Toda, Alexis Akira ; Hirano, Tomohiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-014e. Full description at Econpapers || Download paper | |
2023 | Corporate income tax competition and efficient tax base equalization. (2023). Ogawa, Hikaru ; Matsumoto, Mutsumi. In: Economics of Governance. RePEc:spr:ecogov:v:24:y:2023:i:1:d:10.1007_s10101-022-00288-9. Full description at Econpapers || Download paper | |
2023 | A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment. (2022). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CARF F-Series. RePEc:cfi:fseres:cf551. Full description at Econpapers || Download paper | |
2023 | Mean-field equilibrium price formation with exponential utility. (2023). Sekine, Masashi ; Fujii, Masaaki. In: Papers. RePEc:arx:papers:2304.07108. Full description at Econpapers || Download paper | |
2023 | Mean-field equilibrium price formation with exponential utility. (2023). Sekine, Masashi ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf559. Full description at Econpapers || Download paper | |
2023 | Mean-field Equilibrium Price Formation with Exponential Utility. (2023). Sekine, Masashi ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1210. Full description at Econpapers || Download paper |
Year | Citing document | |
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2023 | Approximately optimal trade execution strategies under fast mean-reversion. (2023). Thamsten, Yuri ; Evangelista, David. In: Papers. RePEc:arx:papers:2307.07024. Full description at Econpapers || Download paper |
Year | Citing document | |
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2022 | Destabilizing effects of market size in the dynamics of innovation. (2022). Ushchev, Philip ; Matsuyama, Kiminori. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053122000059. Full description at Econpapers || Download paper | |
2022 | A Multi-Agent Incomplete Equilibrium Model and Its Applications to Reinsurance Pricing and Life-Cycle Investment. (2022). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1206. Full description at Econpapers || Download paper | |
2022 | Multi-Agent Model Based Proactive Risk Management For Equity Investment. (2022). Takahashi, Akihiko ; Mita, Daiya. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1207. Full description at Econpapers || Download paper | |
2022 | Heterogeneous Paths of Structural Transformation. (2022). Nguyen, Duc. In: Working Papers. RePEc:tor:tecipa:tecipa-742. Full description at Econpapers || Download paper |
Year | Citing document | |
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2021 | A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf521. Full description at Econpapers || Download paper | |
2021 | Equilibrium Multi-Agent Model with Heterogeneous Views on Fundamental Risks. (2021). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1173. Full description at Econpapers || Download paper | |
2021 | A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1177. Full description at Econpapers || Download paper | |
2021 | Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1180. Full description at Econpapers || Download paper |
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2020 | Price formation and optimal trading in intraday electricity markets with a major player. (2020). Tankov, Peter ; Tinsi, Laura. In: Papers. RePEc:arx:papers:2011.07655. Full description at Econpapers || Download paper | |
2020 | A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf495. Full description at Econpapers || Download paper | |
2020 | Unique Information Elicitation. (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CARF F-Series. RePEc:cfi:fseres:cf496. Full description at Econpapers || Download paper | |
2020 | Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2020). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf497. Full description at Econpapers || Download paper | |
2020 | Price Formation and Optimal Trading in Intraday Electricity Markets with a Major Player. (2020). Tinsi, Laura ; Tankov, Peter ; Feron, Olivier. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:133-:d:457902. Full description at Econpapers || Download paper | |
2020 | Impacts of the Industrial Revolution on Wages and Skills of Workers: The Silk Weaving Industry in Early Twentieth-Century Japan. (2020). Okazaki, Tetsuji. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1147. Full description at Econpapers || Download paper | |
2020 | A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1156. Full description at Econpapers || Download paper |